The opening cross vs. the rest of the day: SPY, AAPL, NVDA on July 2, 2026

Name: The opening cross vs. the rest of the day: SPY, AAPL, NVDA on July 2, 2026
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-26, from What Is the Opening Auction? How Stocks Open.

as of 2026-07-26 series 3×12read in context →

The opening cross vs. the rest of the day: SPY, AAPL, NVDA on July 2, 2026 — 3 rows by 12 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
ticker	auction_shares_k	auction_price	auction_time_et	opening_print_count	open_prints_at_0930	smallest_open_print_shares	first5_shares_k	auction_pct_of_first5	auction_pct_of_day	closing_auction_shares_m	close_vs_open_x
SPY	122	747.22	09:30:00	2	2	4	1295	9.4	0.21	1.65	13.5
AAPL	323.3	294.1	09:30:00	1	1	323338	1856	17.4	0.43	10.89	33.7
NVDA	690	197.12	09:30:00	1	1	690026	5006	13.8	0.48	17.38	25.2

Rows × columns: 3 × 12
Computed: 2026-07-26
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for The opening cross vs. the rest of the day: SPY, AAPL, NVDA on July 2, 2026, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	3 distinct values (AAPL, NVDA, SPY)
`auction_shares_k`	number	122 to 690	count
`auction_price`	number	197.12 to 747.22	US dollars
`auction_time_et`	text	1 distinct value (09:30:00)
`opening_print_count`	number	1 to 2	count
`open_prints_at_0930`	number	1 to 2	US dollars
`smallest_open_print_shares`	number	4 to 690,026	US dollars
`first5_shares_k`	number	1,295 to 5,006	count
`auction_pct_of_first5`	number	9.4 to 17.4	percent
`auction_pct_of_day`	number	0.21 to 0.48	percent
`closing_auction_shares_m`	number	1.65 to 17.38	count
`close_vs_open_x`	number	13.5 to 33.7	US dollars

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-07-26, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    ticker,
    round(toFloat64(maxIf(size, has(conditions, 17))) / 1e3, 1) AS auction_shares_k,
    toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 17))) AS auction_price,
    formatDateTime(toTimeZone(argMaxIf(sip_timestamp, (size, sip_timestamp), has(conditions, 17)), 'America/New_York'), '%H:%i:%S') AS auction_time_et,
    countIf(has(conditions, 17)) AS opening_print_count,
    countIf(has(conditions, 17) AND formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') = '09:30:00') AS open_prints_at_0930,
    minIf(size, has(conditions, 17)) AS smallest_open_print_shares,
    round(toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570 AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 575)) / 1e3) AS first5_shares_k,
    round(100 * toFloat64(maxIf(size, has(conditions, 17))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570 AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 575)), 1) AS auction_pct_of_first5,
    round(100 * toFloat64(maxIf(size, has(conditions, 17))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]))), 2) AS auction_pct_of_day,
    round(toFloat64(maxIf(size, has(conditions, 8))) / 1e6, 2) AS closing_auction_shares_m,
    round(toFloat64(maxIf(size, has(conditions, 8))) / toFloat64(maxIf(size, has(conditions, 17))), 1) AS close_vs_open_x
FROM global_markets.stocks_trades
WHERE ticker IN ('SPY', 'AAPL', 'NVDA')
  AND sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'
GROUP BY ticker
ORDER BY indexOf(['SPY', 'AAPL', 'NVDA'], ticker)

SQL to run

SELECT
    ticker,
    round(toFloat64(maxIf(size, has(conditions, 17))) / 1e3, 1) AS auction_shares_k,
    toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 17))) AS auction_price,
    formatDateTime(toTimeZone(argMaxIf(sip_timestamp, (size, sip_timestamp), has(conditions, 17)), 'America/New_York'), '%H:%i:%S') AS auction_time_et,
    countIf(has(conditions, 17)) AS opening_print_count,
    countIf(has(conditions, 17) AND formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') = '09:30:00') AS open_prints_at_0930,
    minIf(size, has(conditions, 17)) AS smallest_open_print_shares,
    round(toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570 AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 575)) / 1e3) AS first5_shares_k,
    round(100 * toFloat64(maxIf(size, has(conditions, 17))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570 AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 575)), 1) AS auction_pct_of_first5,
    round(100 * toFloat64(maxIf(size, has(conditions, 17))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]))), 2) AS auction_pct_of_day,
    round(toFloat64(maxIf(size, has(conditions, 8))) / 1e6, 2) AS closing_auction_shares_m,
    round(toFloat64(maxIf(size, has(conditions, 8))) / toFloat64(maxIf(size, has(conditions, 17))), 1) AS close_vs_open_x
FROM global_markets.stocks_trades
WHERE ticker IN ('SPY', 'AAPL', 'NVDA')
  AND sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'
GROUP BY ticker
ORDER BY indexOf(['SPY', 'AAPL', 'NVDA'], ticker)

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